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Sinar Mas Multiartha Tbk PT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.12% (+5.32%)
Analysis last updated: Saturday, February 7, 2026 at 01:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sinar Mas Multiartha Tbk PT S0GARCH
paramt-stat
ω0.71242.26
α0.20785.00
β0.756617.35
γ1-0.4074-1.60
γ20.41391.17
γ3-0.0381-0.18
γ40.13610.56
γ5-0.2932-1.15
γ60.58912.55
γ7-0.8499-5.12
γ80.64913.71
γ9-0.1973-1.23
Estimation Period:
Jul 5, 1995 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts